Time Series Forecasting

Time Series Forecasting is the task of fitting a model to historical, time-stamped data in order to predict future values. Traditional approaches include moving average, exponential smoothing, and ARIMA, though models as various as RNNs, Transformers, or XGBoost can also be applied. The most popular benchmark is the ETTh1 dataset. Models are typically evaluated using the Mean Square Error (MSE) or Root Mean Square Error (RMSE).

( Image credit: ThaiBinh Nguyen )

Papers

Recently Added Most Hyped Most Active Needs Verification Most Verified

Showing 76–100 of 1609 papers

Title	Date	Tasks	Status	Hype	Score
Multivariate Probabilistic Time Series Forecasting via Conditioned Normalizing Flows	Feb 14, 2020	Decision MakingMultivariate Time Series Forecasting	CodeCode Available	2	5
MTS-Mixers: Multivariate Time Series Forecasting via Factorized Temporal and Channel Mixing	Feb 9, 2023	Multivariate Time Series ForecastingTime Series	CodeCode Available	2	5
Multi-Patch Prediction: Adapting LLMs for Time Series Representation Learning	Feb 7, 2024	Contrastive LearningPrediction	CodeCode Available	2	5
MoFE-Time: Mixture of Frequency Domain Experts for Time-Series Forecasting Models	Jul 9, 2025	Mixture-of-ExpertsTime Series	CodeCode Available	2	5
MSGNet: Learning Multi-Scale Inter-Series Correlations for Multivariate Time Series Forecasting	Dec 31, 2023	Multivariate Time Series ForecastingTime Series	CodeCode Available	2	5
Deep Learning for Time Series Forecasting: Tutorial and Literature Survey	Apr 21, 2020	BIG-bench Machine LearningDeep Learning	CodeCode Available	2	5
PatchMixer: A Patch-Mixing Architecture for Long-Term Time Series Forecasting	Oct 1, 2023	Time SeriesTime Series Forecasting	CodeCode Available	2	5
ProbTS: Benchmarking Point and Distributional Forecasting across Diverse Prediction Horizons	Oct 11, 2023	BenchmarkingPosition	CodeCode Available	2	5
Decoupled Dynamic Spatial-Temporal Graph Neural Network for Traffic Forecasting	Jun 18, 2022	Graph LearningGraph Neural Network	CodeCode Available	2	5
Mamba-360: Survey of State Space Models as Transformer Alternative for Long Sequence Modelling: Methods, Applications, and Challenges	Apr 24, 2024	Drug DesignInductive Bias	CodeCode Available	2	5
Crossformer: Transformer Utilizing Cross-Dimension Dependency for Multivariate Time Series Forecasting	Feb 2, 2023	DecoderMultivariate Time Series Forecasting	CodeCode Available	2	5
Addressing Concept Shift in Online Time Series Forecasting: Detect-then-Adapt	Mar 22, 2024	Data AugmentationTime Series	CodeCode Available	2	5
Learning Pattern-Specific Experts for Time Series Forecasting Under Patch-level Distribution Shift	Oct 13, 2024	Time SeriesTime Series Forecasting	CodeCode Available	2	5
Autoformer: Decomposition Transformers with Auto-Correlation for Long-Term Series Forecasting	Jun 24, 2021	Time SeriesTime Series Analysis	CodeCode Available	2	5
Large language models can be zero-shot anomaly detectors for time series?	May 23, 2024	Anomaly DetectionLanguage Modeling	CodeCode Available	2	5
Autoregressive Denoising Diffusion Models for Multivariate Probabilistic Time Series Forecasting	Jan 28, 2021	Multivariate Time Series ForecastingProbabilistic Time Series Forecasting	CodeCode Available	2	5
Model scale versus domain knowledge in statistical forecasting of chaotic systems	Mar 13, 2023	Time SeriesTime Series Analysis	CodeCode Available	2	5
LibCity: An Open Library for Traffic Prediction	Nov 4, 2021	Multivariate Time Series ForecastingPrediction	CodeCode Available	2	5
MambaTS: Improved Selective State Space Models for Long-term Time Series Forecasting	May 26, 2024	MambaState Space Models	CodeCode Available	2	5
CoST: Contrastive Learning of Disentangled Seasonal-Trend Representations for Time Series Forecasting	Feb 3, 2022	Contrastive LearningRepresentation Learning	CodeCode Available	2	5
KAN4TSF: Are KAN and KAN-based models Effective for Time Series Forecasting?	Aug 21, 2024	Mixture-of-ExpertsTime Series	CodeCode Available	2	5
ATFNet: Adaptive Time-Frequency Ensembled Network for Long-term Time Series Forecasting	Apr 8, 2024	Time SeriesTime Series Forecasting	CodeCode Available	2	5
Heterogeneity-Informed Meta-Parameter Learning for Spatiotemporal Time Series Forecasting	May 17, 2024	Time SeriesTime Series Forecasting	CodeCode Available	2	5
Auto-Regressive Moving Diffusion Models for Time Series Forecasting	Dec 12, 2024	Time SeriesTime Series Forecasting	CodeCode Available	2	5
Context is Key: A Benchmark for Forecasting with Essential Textual Information	Oct 24, 2024	Decision MakingTime Series	CodeCode Available	2	5

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All datasets ETTh1 (336) Multivariate ETTh1 (720) Multivariate ETTh2 (336) Multivariate ETTh2 (720) Multivariate ETTh1 (192) Multivariate ETTh2 (192) Multivariate ETTh2 (96) Multivariate ETTh1 (96) Multivariate Weather (192)ETTh1 (720) Univariate Weather (96)Electricity (96)

Benchmark Results

#	Model	Metric	Claimed	Verified	Status
1	Informer	MSE	0.88	—	Unverified
2	QuerySelector	MSE	0.85	—	Unverified
3	Transformer	MSE	0.83	—	Unverified
4	Aaren	MSE	0.65	—	Unverified
5	RPMixer	MSE	0.52	—	Unverified
6	ATFNet	MSE	0.51	—	Unverified
7	MOIRAILarge	MSE	0.51	—	Unverified
8	Autoformer	MSE	0.51	—	Unverified
9	SCINet	MSE	0.5	—	Unverified
10	S-Mamba	MSE	0.49	—	Unverified

#	Model	Metric	Claimed	Verified	Status
1	QuerySelector	MSE	1.12	—	Unverified
2	Transformer	MSE	1.11	—	Unverified
3	Informer	MSE	0.94	—	Unverified
4	GLinear	MSE	0.59	—	Unverified
5	SCINet	MSE	0.54	—	Unverified
6	MoLE-DLinear	MSE	0.51	—	Unverified
7	PRformer	MSE	0.49	—	Unverified
8	TEFN	MSE	0.48	—	Unverified
9	DLinear	MSE	0.47	—	Unverified
10	FiLM	MSE	0.47	—	Unverified

#	Model	Metric	Claimed	Verified	Status
1	Transformer	MSE	2.66	—	Unverified
2	QuerySelector	MSE	2.32	—	Unverified
3	Informer	MSE	1.67	—	Unverified
4	DLinear	MSE	0.45	—	Unverified
5	TEFN	MSE	0.42	—	Unverified
6	MoLE-DLinear	MSE	0.42	—	Unverified
7	FiLM	MSE	0.38	—	Unverified
8	MoLE-RLinear	MSE	0.37	—	Unverified
9	SCINet	MSE	0.37	—	Unverified
10	PRformer	MSE	0.36	—	Unverified

#	Model	Metric	Claimed	Verified	Status
1	Transformer	MSE	3.18	—	Unverified
2	QuerySelector	MSE	3.07	—	Unverified
3	Informer	MSE	2.34	—	Unverified
4	MoLE-DLinear	MSE	0.61	—	Unverified
5	DLinear	MSE	0.61	—	Unverified
6	SCINet	MSE	0.48	—	Unverified
7	FiLM	MSE	0.44	—	Unverified
8	TEFN	MSE	0.43	—	Unverified
9	TiDE	MSE	0.42	—	Unverified
10	MoLE-RLinear	MSE	0.41	—	Unverified

#	Model	Metric	Claimed	Verified	Status
1	MoLE-DLinear	MSE	0.45	—	Unverified
2	TEFN	MSE	0.43	—	Unverified
3	FiLM	MSE	0.41	—	Unverified
4	PatchTST/64	MSE	0.41	—	Unverified
5	TiDE	MSE	0.41	—	Unverified
6	NLinear	MSE	0.41	—	Unverified
7	DiPE-Linear	MSE	0.41	—	Unverified
8	DLinear	MSE	0.41	—	Unverified
9	RLinear	MSE	0.4	—	Unverified
10	MoLE-RLinear	MSE	0.4	—	Unverified

#	Model	Metric	Claimed	Verified	Status
1	DLinear	MSE	0.38	—	Unverified
2	TEFN	MSE	0.38	—	Unverified
3	MoLE-DLinear	MSE	0.36	—	Unverified
4	FiLM	MSE	0.36	—	Unverified
5	NLinear	MSE	0.34	—	Unverified
6	PatchTST/64	MSE	0.34	—	Unverified
7	MoLE-RLinear	MSE	0.34	—	Unverified
8	TiDE	MSE	0.33	—	Unverified
9	PRformer	MSE	0.33	—	Unverified
10	LTBoost (drop_last=false)	MSE	0.33	—	Unverified

#	Model	Metric	Claimed	Verified	Status
1	DLinear	MSE	0.29	—	Unverified
2	TEFN	MSE	0.29	—	Unverified
3	MoLE-DLinear	MSE	0.29	—	Unverified
4	FiLM	MSE	0.28	—	Unverified
5	NLinear	MSE	0.28	—	Unverified
6	TSMixer	MSE	0.28	—	Unverified
7	DiPE-Linear	MSE	0.28	—	Unverified
8	PatchTST/64	MSE	0.27	—	Unverified
9	MoLE-RLinear	MSE	0.27	—	Unverified
10	TiDE	MSE	0.27	—	Unverified

#	Model	Metric	Claimed	Verified	Status
1	TEFN	MSE	0.38	—	Unverified
2	MoLE-DLinear	MSE	0.38	—	Unverified
3	TiDE	MSE	0.38	—	Unverified
4	MoLE-RLinear	MSE	0.38	—	Unverified
5	FiLM	MSE	0.37	—	Unverified
6	PatchTST/64	MSE	0.37	—	Unverified
7	DiPE-Linear	MSE	0.37	—	Unverified
8	TSMixer	MSE	0.37	—	Unverified
9	RLinear	MSE	0.37	—	Unverified
10	TTM	MSE	0.36	—	Unverified

#	Model	Metric	Claimed	Verified	Status
1	TEFN	MSE	0.23	—	Unverified
2	DLinear	MSE	0.22	—	Unverified